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Dynamic causality between intraday return and order imbalance in NASDAQ speculative top gainers

Su, Yong-chern; Huang, HanChing - In: Applied financial economics 18 (2008) 16/18, pp. 1489-1499

Persistent link: https://www.econbiz.de/10003779567

REIT markets and rational speculative bubbles : an empirical investigation

Waters, George; Payne, James E. - In: Applied financial economics 17 (2007) 7/9, pp. 747-753

Persistent link: https://www.econbiz.de/10003491228

Speculative funding and its impact on subprime mortgage product pricing

Mukuddem-Petersen, Janine; Petersen, Mark A.; Bosch, T.; … - In: Applied financial economics 21 (2011) 19/21, pp. 1397-1408

Persistent link: https://www.econbiz.de/10009356144

Rational speculative bubbles and commodities markets : application of duration dependence test?

Emekter, Riza; Jirasakuldech, Benjamas; Went, Peter - In: Applied financial economics 22 (2012) 7/9, pp. 581-596

Persistent link: https://www.econbiz.de/10009624351

A note on decoupling, recoupling and speculative bubble : some empirical evidence for Latin America

Kizys, Renatas; Pierdzioch, Christian - In: Applied financial economics 23 (2013) 13/15, pp. 1057-1065

Persistent link: https://www.econbiz.de/10010204811

The impact of speculative trading activities on the speculative market : a case of Taiwan stock index futures market

Chen, Chia-pin; Liu, Ying Sing; Hsu, Chih-wen - In: Applied financial economics 20 (2010) 22/24, pp. 1761-1768

Persistent link: https://www.econbiz.de/10009012371

Skewness and asymmetry in futures returns and volumes

Eastman, Alexander M.; Lucey, Brian M. - In: Applied financial economics 18 (2008) 10/12, pp. 777-800

Persistent link: https://www.econbiz.de/10003739442

Nonneutral short-run effects of derivates on gold prices

Kearney, Adrienne A.; Lombra, Raymond E. - In: Applied financial economics 18 (2008) 10/12, pp. 985-994

Persistent link: https://www.econbiz.de/10003739514

Impact of the introduction of derivatives on underlying volatility : evidence from India

Vipul - In: Applied financial economics 16 (2006) 9, pp. 687-697

Persistent link: https://www.econbiz.de/10003334980

Hedging with weather derivatives : a role for options in reducing basis risk

Manfredo, Mark R.; Richards, Timothy J. - In: Applied financial economics 19 (2009) 1/3, pp. 87-97

Weather derivatives represent an important financial innovation for risk management. As with the use of any derivatives contract, the behaviour of the basis ultimately determines the net-hedged outcome. However, when using weather derivatives to hedge volumetric risks, risk managers often face...

Persistent link: https://www.econbiz.de/10003825820